+81.3%
FN vs IVZ
+122.1%
-40.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -8.0% | -6.2% | -9.3% |
| 7D | -16.0% | -6.7% | -9.3% | -12.0% |
| 30D | -40.1% | -10.9% | -29.2% | -35.4% |
| 3M | -43.9% | -14.8% | -29.1% | -37.9% |
| 6M | -55.6% | +2.4% | -58.0% | -55.8% |
| YTD | -35.7% | +5.4% | -41.1% | -37.8% |
| 1Y | -39.8% | +19.6% | -59.4% | -45.7% |
| All | +81.3% | +122.1% | -40.8% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IVZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling